STRATEGY VWAP MOMENTUM

20251009 (Thursday, DoW=4)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 3

Periodo: 2025-10-09 03:15:00 - 2025-10-09 22:50:00

Exposure Days: 1

Trades per Day: 3.00

Avg Duration: 178.67 min

Median Duration: 74.00 min

PERFORMANCE

Total Profit: $-325.00

Avg Profit: $-108.33

Median Profit: $-105.00

Std Profit: $90.05

Profit Factor: 0.00

WIN/LOSS

Win Rate: 0.0%

Winners / Losers: 0 / 3 (Ratio: N/A)

Gross Profit: $0.00

Gross Loss: $-325.00

Avg Winner: $0.00

Avg Loser: $-108.33

Avg Winner / Avg Loser: (Ratio: 1:0.00)

Largest Winner: $-20.00

Largest Loser: $-200.00

RISK METRICS

Max Drawdown: $-305.00

Sharpe Ratio: -1.20

Sortino Ratio: -1.20

Ulcer Index: 1052.87

EXIT REASONS

TARGET exits: 0 (0.0%)

STOP exits: 0 (0.0%)

EOD exits: 0 (0.0%)

LONG ENTRIES (BUY)

Total LONG: 1

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-200.00

Avg P&L: $-200.00

SHORT ENTRIES (SELL)

Total SHORT: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-125.00

Avg P&L: $-62.50

CUMULATIVE P&L